+309.6%
NSC vs WST
+441.1%
-131.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | -6.6% | -3.1% | -3.5% | -6.0% |
| 30D | +2.2% | +9.1% | -6.9% | +0.2% |
| 3M | -6.2% | +14.7% | -20.9% | -9.0% |
| 6M | +1.7% | +28.0% | -26.3% | -4.0% |
| YTD | +12.2% | +45.6% | -33.4% | +2.6% |
| 1Y | +15.4% | +45.7% | -30.2% | +5.4% |
| 3Y | +73.3% | +21.1% | +52.3% | +54.5% |
| 5Y | +24.7% | +0.3% | +24.4% | +14.2% |
| All | +309.6% | +441.1% | -131.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling